[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging PairsTra
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From: Marco M. <mi...@us...> - 2009-03-30 21:37:26
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv7642/b7_Scripts/WalkForwardTesting/PairsTrading/Logging Modified Files: PairsTradingSerializedReportViewer.cs Log Message: Added a new constructor to PairsTradingSerializedReportViewer. Index: PairsTradingSerializedReportViewer.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsTradingSerializedReportViewer.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** PairsTradingSerializedReportViewer.cs 7 Mar 2009 04:20:04 -0000 1.1 --- PairsTradingSerializedReportViewer.cs 30 Mar 2009 21:37:18 -0000 1.2 *************** *** 43,49 **** --- 43,56 ---- private string fullPathFileNameForSerializedAccountReport; private AccountReport accountReport; + private QuantProject.Business.DataProviders.HistoricalMarketValueProvider historicalMarketValueProvider; public PairsTradingSerializedReportViewer() { + this.historicalMarketValueProvider = + new HistoricalBarProvider( new SimpleBarCache( 60 ) ); + } + public PairsTradingSerializedReportViewer(HistoricalMarketValueProvider historicalMarketValueProvider) + { + this.historicalMarketValueProvider = historicalMarketValueProvider; } *************** *** 211,215 **** WeightedPosition secondWeightedPosition = new WeightedPosition( 0.5 , secondTicker ); PairsViewer pairsViewer = new PairsViewer( ! new HistoricalBarProvider( new SimpleBarCache( 60 ) ) , firstWeightedPosition , secondWeightedPosition , clickedDateTime ); pairsViewer.Show(); --- 218,222 ---- WeightedPosition secondWeightedPosition = new WeightedPosition( 0.5 , secondTicker ); PairsViewer pairsViewer = new PairsViewer( ! this.historicalMarketValueProvider , firstWeightedPosition , secondWeightedPosition , clickedDateTime ); pairsViewer.Show(); |